Statistical properties and economic implications of jump-diffusion processes with shot-noise effects (Q635177): Difference between revisions
From MaRDI portal
Latest revision as of 10:22, 4 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Statistical properties and economic implications of jump-diffusion processes with shot-noise effects |
scientific article |
Statements
Statistical properties and economic implications of jump-diffusion processes with shot-noise effects (English)
0 references
19 August 2011
0 references
finance
0 references
shot-noise
0 references
characteristic function
0 references
generalized method of moments
0 references
0 references
0 references
0 references
0 references
0 references